Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47620.2 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46225.32 Kr¶

PnL: ---------------------------------------> -663.25 Kr¶

DD now: ---------------------------------> -2.076 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 09:45:52.689146'

Anic Portfolio¶

Today¶

Return: 0.183 %¶

This Week¶

Return: 0.183 %¶

Total¶

Return: 55.896 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2796.500000 160.500000 6.090000 2636.000010
Beijer Electronics Group 26 -0.500000 3120.000000 149.000000 5.020000 2971.000006
Corem Property Group B 59 1.830000 654.900000 77.900000 13.500000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.140000 425.600000 70.600000 19.890000 355.000000
HMS Networks 2 0.560000 716.000000 43.000000 6.390000 673.000000
Nordea Bank Abp 29 0.820000 3477.680000 23.680000 0.690000 3453.999992
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Eastnine 4 1.110000 511.200000 20.200000 4.110000 491.000000
Samhällsbyggnadsbo. i Norden D 12 1.480000 263.040000 17.040000 6.930000 246.000000
Intrum 4 1.730000 541.600000 14.600000 2.770000 527.000000
Essity A 4 0.350000 1162.000000 13.000000 1.130000 1149.000000
OEM International B 7 0.520000 539.700000 11.700000 2.220000 527.999997
Norva24 Group 16 -0.120000 552.640000 9.640000 1.780000 543.000000
Midsona B 63 0.000000 592.200000 9.200000 1.580000 582.999984
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
Coor Service Management Hold. 8 -1.030000 540.400000 8.400000 1.580000 532.000000
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Essity B 2 0.520000 579.400000 5.400000 0.940000 574.000000
Resurs Holding 22 -1.280000 577.500000 3.500000 0.610000 573.999998
AcadeMedia 12 -0.170000 560.400000 3.400000 0.610000 557.000004
Handelsbanken A 5 0.440000 548.150000 2.150000 0.390000 546.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 1.090000 569.760000 -0.240000 -0.040000 570.000000
Boozt 12 -1.220000 1650.000000 -4.000000 -0.240000 1653.999996
Swedbank A 3 -0.450000 558.450000 -5.550000 -0.980000 564.000000
Fastighetsbolag. Emilshus Pref 21 -1.120000 555.450000 -6.550000 -1.170000 562.000005
CTEK 13 0.030000 518.050000 -15.950000 -2.990000 533.999999
SAAB B 8 1.070000 3317.600000 -59.400000 -1.760000 3377.000000
International Petroleum Corp. 5 0.770000 524.500000 -70.070000 -11.790000 594.565215
Vivesto 1368 -0.150000 532.700000 -80.300000 -13.100000 612.999432
Sampo Oyj SDB 7 0.090000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 -0.820000 1521.900000 -142.100000 -8.540000 1663.999992
Axfood 13 -0.220000 3547.700000 -208.300000 -5.550000 3756.000001
Ovzon 52 1.560000 3042.000000 -320.000000 -9.520000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46225.320000 -663.250000 -2.07627% 46888.564618

Updated:¶

'2023-01-16 09:46:04.859721'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶